Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 34'560 CHF | 35'475 CHF | 100.00% | 100.00% |
19.11.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 34'927 CHF | 35'841 CHF | 100.00% | 100.00% |
18.11.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 94'000 | 94'000 | 91'504 | 91'504 | 34'992 CHF | 35'907 CHF | 100.00% | 100.00% |
15.11.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 94'000 | 94'000 | 91'397 | 91'397 | 35'874 CHF | 36'788 CHF | 100.00% | 100.00% |
14.11.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 94'000 | 94'000 | 92'565 | 92'565 | 39'724 CHF | 40'649 CHF | 99.33% | 99.33% |
13.11.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 94'000 | 94'000 | 91'731 | 91'731 | 37'002 CHF | 37'919 CHF | 100.00% | 100.00% |
12.11.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 94'000 | 94'000 | 91'115 | 91'115 | 36'122 CHF | 37'033 CHF | 98.86% | 100.00% |
11.11.2024 | 2.98% | 0.36 CHF | 0.37 CHF | 92'000 | 92'000 | 87'740 | 87'740 | 29'050 CHF | 29'928 CHF | 99.93% | 99.93% |
08.11.2024 | 3.55% | 0.32 CHF | 0.33 CHF | 90'000 | 90'000 | 85'909 | 85'909 | 23'917 CHF | 24'776 CHF | 100.00% | 100.00% |
07.11.2024 | 4.89% | 0.19 CHF | 0.20 CHF | 84'000 | 84'000 | 82'887 | 82'887 | 16'597 CHF | 17'426 CHF | 98.41% | 98.41% |